They do enter the lanai through the smallest of openings, but do no harm so I don't mind them there. They do startle me when they occasionally get in the house, though. I came face to face with one on the foyer wall as I answered the door the other day. Both he and I were startled!!
I do keep an eye out for them now... when we have an open door.
If they are on the floor and you're fast enough to throw a dishtowel over them, they will freeze long enough for you to scoop them up and shake them outside where they will go on their merry way.
I think they are sweet little critters.